通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 2001.01.01 07:00 - 2001.12.30 23:30 (2001.01.01 - 2001.12.31) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | MoneyManagement=false; minLots=1; maxLots=100; Risk_percent=10; Magic=20080328; |
|
Bars in test | 13413 | Ticks modelled | 1752567 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 13389.00 | Gross profit | 27211.00 | Gross loss | -13822.00 |
Profit factor | 1.97 | Expected payoff | 23.66 | | |
Absolute drawdown | 1147.00 | Maximal drawdown | 2426.00 (21.51%) | Relative drawdown | 21.51% (2426.00) |
|
Total trades | 566 | Short positions (won %) | 291 (96.91%) | Long positions (won %) | 275 (94.91%) |
| Profit trades (% of total) | 543 (95.94%) | Loss trades (% of total) | 23 (4.06%) |
Largest | profit trade | 62.00 | loss trade | -612.00 |
Average | profit trade | 50.11 | loss trade | -600.96 |
Maximum | consecutive wins (profit in money) | 248 (12404.00) | consecutive losses (loss in money) | 3 (-1836.00) |
Maximal | consecutive profit (count of wins) | 12404.00 (248) | consecutive loss (count of losses) | -1836.00 (3) |
Average | consecutive wins | 36 | consecutive losses | 2 |